Todd Clark : Citation Profile


Federal Reserve Bank of Cleveland (50% share)
Johns Hopkins University (50% share)

37

H index

65

i10 index

7084

Citations

RESEARCH PRODUCTION:

73

Articles

113

Papers

5

Chapters

RESEARCH ACTIVITY:

   33 years (1992 - 2025). See details.
   Cites by year: 214
   Journals where Todd Clark has often published
   Relations with other researchers
   Recent citing documents: 441.    Total self citations: 102 (1.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pcl55
   Updated: 2025-06-21    RAS profile: 2025-04-01    
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Relations with other researchers


Works with:

Marcellino, Massimiliano (27)

Mertens, Elmar (15)

Carriero, Andrea (13)

Huber, Florian (7)

Koop, Gary (6)

Pfarrhofer, Michael (5)

Ganics, Gergely (3)

Gordon, Matthew (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Todd Clark.

Is cited by:

Huber, Florian (164)

Rossi, Barbara (146)

Koop, Gary (138)

GUPTA, RANGAN (132)

Pincheira, Pablo (118)

Marcellino, Massimiliano (99)

Chan, Joshua (95)

Korobilis, Dimitris (90)

Ravazzolo, Francesco (88)

Kilian, Lutz (67)

Salisu, Afees (64)

Cites to:

McCracken, Michael (111)

Giannone, Domenico (101)

Marcellino, Massimiliano (77)

West, Kenneth (75)

Watson, Mark (74)

Primiceri, Giorgio (74)

Koop, Gary (67)

Stock, James (61)

Lenza, Michele (59)

Kilian, Lutz (54)

Reichlin, Lucrezia (54)

Main data


Where Todd Clark has published?


Journals with more than one article published# docs
Journal of Applied Econometrics12
Economic Review11
Journal of Econometrics8
Economic Commentary7
Journal of Business & Economic Statistics6
The Review of Economics and Statistics4
Journal of Business & Economic Statistics3
Journal of Money, Credit and Banking3
Journal of Applied Econometrics2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Research Working Paper / Federal Reserve Bank of Kansas City32
Working Papers (Old Series) / Federal Reserve Bank of Cleveland17
Working Papers / Federal Reserve Bank of Cleveland16
Working Papers / Federal Reserve Bank of St. Louis13
CEPR Discussion Papers / C.E.P.R. Discussion Papers8
Discussion Papers / Deutsche Bundesbank3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Papers / arXiv.org2

Recent works citing Todd Clark (2025 and 2024)


YearTitle of citing document
2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: FEEM Working Papers. RePEc:ags:feemwp:339740.

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2024Flooded credit markets: physical climate risk and small business lending. (2024). Rho, Caterina ; Fatica, Serena ; Barbaglia, Luca. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:186.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2024Extended MinP Tests for Global and Multiple testing. (2024). Lu, Zeng-Hua. In: Papers. RePEc:arx:papers:1911.04696.

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Prediction intervals for economic fixed-event forecasts. (2024). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2024Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2024GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346.

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2024Theory coherent shrinkage of Time-Varying Parameters in VARs. (2024). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2311.11858.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2402.04828.

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2024Quantile Granger Causality in the Presence of Instability. (2024). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2402.09744.

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2025Extending the Scope of Inference About Predictive Ability to Machine Learning Methods. (2024). Escanciano, Juan Carlos ; Parra, Ricardo. In: Papers. RePEc:arx:papers:2402.12838.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024MIDAS-QR with 2-Dimensional Structure. (2024). Szendrei, Tibor ; Schaffer, Mark ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2406.15157.

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2025Macroeconomic Forecasting with Large Language Models. (2025). Shekhar, Shubhranshu ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2407.00890.

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2024The geographic flow of bank funding and access to credit: Branch networks, local synergies and competition. (2024). Aguirregabiria, Victor ; Clark, Robert ; Wang, Hui. In: Papers. RePEc:arx:papers:2407.03517.

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2024Bayesian modelling of VAR precision matrices using stochastic block networks. (2024). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Scheckel, Tobias. In: Papers. RePEc:arx:papers:2407.16349.

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2024Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286.

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2024Large Bayesian Tensor VARs with Stochastic Volatility. (2024). Chan, Joshua ; Qi, Yaling. In: Papers. RePEc:arx:papers:2409.16132.

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2024Save the Farms: Nonlinear Impact of Climate Change on Banks Agricultural Lending. (2024). Liu, Teng. In: Papers. RePEc:arx:papers:2409.19463.

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2024New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2025Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars. (2025). Wo, Tomasz. In: Papers. RePEc:arx:papers:2410.15090.

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2024Asymmetries in Financial Spillovers. (2024). Pfarrhofer, Michael ; onorante, luca ; Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2410.16214.

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2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2412.07649.

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2024VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2025ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Binary Outcome Models with Extreme Covariates: Estimation and Prediction. (2025). Liu, Laura ; Wang, Yulong. In: Papers. RePEc:arx:papers:2502.16041.

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2025Forecasting realized volatility in the stock market: a path-dependent perspective. (2025). Liu, Xiangdong ; Hong, Shaopeng ; Fu, Sicheng. In: Papers. RePEc:arx:papers:2503.00851.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Scenario Synthesis and Macroeconomic Risk. (2025). Giannone, Domenico ; Adrian, Tobias ; West, Mike ; Luciani, Matteo. In: Papers. RePEc:arx:papers:2505.05193.

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2025Forecasting Thai inflation from univariate Bayesian regression perspective. (2025). Arwatchanakarn, Popkarn ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2505.05334.

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2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

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2025Evaluating financial tail risk forecasts: Testing Equal Predictive Ability. (2025). Bauer, Lukas. In: Papers. RePEc:arx:papers:2505.23333.

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2025Machine-learning Growth at Risk. (2025). Dovi, Max-Sebastian ; Chen, Hongqi ; Adrian, Tobias ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2506.00572.

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2024Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750.

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2024Russia-Ukraine War and Price Volatility of Global Commodities - The Role of Public Sentiments. (2024). Okwu, Andy ; Hambolu, Victor O ; Azeez, Khadijat A ; Agboola, Bukunmi A. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:101.

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2024Bayesian nonparametric methods for macroeconomic forecasting. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24224.

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2025Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stephane. In: Working Papers. RePEc:bbh:wpaper:24-01.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Working Papers. RePEc:bbh:wpaper:25-04.

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2024The Neutral Interest Rate: Past, Present and Future. (2024). Ozhan, Galip ; Feunou, Bruno ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:24-03.

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2024Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run. (2024). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:588.

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2025Weathering the Storm: how supply chains adapt to extreme climate events. (2025). Silva, Thiago ; Guerra, Solange Maria ; Berri, Paulo Victor. In: Working Papers Series. RePEc:bcb:wpaper:613.

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2024Credit strikes back: the macroeconomic impact of the 2022-23 ECB monetary tightening and the role of lending rates. (2024). Notarpietro, Alessandro ; Neri, Stefano ; Conti, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_884_24.

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2024Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046.

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2024Measuring the underlying component of inflation. (2024). Lhuissier, Stéphane ; Fontes Baptista, Matthew ; Mogliani, Matteo. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:253:05.

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2025Digital twins for bridging climate data gaps: from flood hazards to firms physical assets to banking risks. (2025). Verdier, Thierry ; Kerdelhu, Lisa. In: IFC Bulletins chapters. RePEc:bis:bisifc:63-10.

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2024Sectoral price dynamics in the last mile of post-Covid-19 disinflation. (2024). Lombardi, Marco ; Igan, Deniz ; Amatyakul, Pongpitch. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403d.

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2025Supply chain transmission of climate-related physical risks. (2025). Vissotto, Luis ; Linardi, Fernando ; Godoy, Douglas Kiarelly. In: BIS Working Papers. RePEc:bis:biswps:1260.

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2024The effect of economic uncertainty on remittance flows from developed countries. (2024). Gnangnon, Sena Kimm. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:2:p:267-280.

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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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2024Half Banked: The Economic Impact of Cash Management in the Marijuana Industry. (2024). Seegert, Nathan ; Berger, Elizabeth A. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2759-2796.

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2024Meeting Targets in Competitive Product Markets. (2024). Karolyi, Stephen A ; Bisetti, Emilio. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2845-2884.

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2024Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741.

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2024Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832.

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2024Climate risk in mortgage markets: Evidence from Hurricanes Harvey and Irma. (2024). wachter, susan ; Tsouderou, Athena ; Gete, Pedro. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:660-686.

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2024Pass‐through of shocks into different U.S. prices. (2024). YILMAZKUDAY, HAKAN. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1300-1315.

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2024The evolving international effects of Chinas government spending. (2024). Zhang, Wen. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:1851-1869.

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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Koop, Gary ; Huber, Florian ; Gary, Koop ; Florian, Huber ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2.

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2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Ramírez Hassan, Andrés ; Andres, Ramirez-Hassan ; Nhung, Nghiem ; Fung, Kwok Chun ; Liana, Jacobi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

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2025Are New Keynesian Models Useful When Trend Inflation is Not Very Low?. (2025). Khan, Hashmat ; Alves, Sergio Lago. In: Carleton Economic Papers. RePEc:car:carecp:25-01.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10930.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: Discussion Papers. RePEc:cfm:wpaper:2405.

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2024Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-15.

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2024Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas. In: Working Papers. RePEc:cnb:wpaper:2024/9.

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2025Inflation at Risk: The Czech Case. (2025). Vlcek, Jan ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2025/8.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e.

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2024Improving the robustness of Markov-switching dynamic factor models with time-varying volatility. (2024). Aumond, Romain ; Royer, Julien. In: Working Papers. RePEc:crs:wpaper:2024-04.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2024Life expectancy and business cycles in a small open economy. (2024). Kosempel, Stephen ; Tserenkhuu, Tselmuun. In: ISER Discussion Paper. RePEc:dpr:wpaper:1263.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024The pass-through to inflation of gas price shocks. (2024). Silgado-Gómez, Edgar ; Parraga, Susana ; Lopez, Lucia ; Odendahl, Florens ; Silgado-Gomez, Edgar. In: Working Paper Series. RePEc:ecb:ecbwps:20242968.

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2024Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003.

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2025Beware of large shocks! A non-parametric structural inflation model. (2025). Holton, Sarah ; Bobeica, Elena ; Hernndez, Catalina Martnez ; Huber, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20253052.

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2025A new model to forecast energy inflation in the euro area. (2025). van Spronsen, Josha ; Porqueddu, Mario ; Giammaria, Alessandro ; Bobeica, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20253062.

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2024Extrapolative beliefs and return predictability: Evidence from China. (2024). Liu, Yumin ; Jiang, Fuwei ; Zhang, Huajing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000728.

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2024How do firms cope with losses from extreme weather events?. (2024). Gattini, Luca ; Betz, Frank ; Benincasa, Emanuela. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001578.

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2024Flood, farms and credit: The role of branch banking in the era of climate change. (2024). Ongena, Steven ; Kashizadeh, Seyed Javad ; Abedifar, Pejman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000063.

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2024Thermal stress and financial distress: Extreme temperatures and firms’ loan defaults in Mexico. (2024). Tobal, Martin ; Jaume, David ; Gutierrez, Emilio ; Aguilar-Gomez, Sandra ; Heres, David. In: Journal of Development Economics. RePEc:eee:deveco:v:168:y:2024:i:c:s030438782300202x.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Huang, Yu-Fan ; Liao, Wenting ; Luo, Sui ; Ma, Jun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers.
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2016Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics.
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1999Tests of Equal Forecast Accuracy and Encompassing for Nested Models.(1999) In: Computing in Economics and Finance 1999.
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2011Decomposing the declining volatility of long-term inflation expectations In: Journal of Economic Dynamics and Control.
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2005Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance.
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2004Estimating equilibrium real interest rates in real time.(2004) In: Research Working Paper.
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2004Estimating equilibrium real interest rates in real-time.(2004) In: Discussion Paper Series 1: Economic Studies.
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2005The power of tests of predictive ability in the presence of structural breaks In: Journal of Econometrics.
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2006Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis In: Journal of Econometrics.
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2006Approximately Normal Tests for Equal Predictive Accuracy in Nested Models.(2006) In: NBER Technical Working Papers.
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2009IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS.(2009) In: International Economic Review.
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2010Time Variation in the Inflation Passthrough of Energy Prices.(2010) In: Journal of Money, Credit and Banking.
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2009Real-time density forecasts from VARs with stochastic volatility In: Research Working Paper.
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2005Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference In: NBER Technical Working Papers.
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2012Reality Checks and Comparisons of Nested Predictive Models.(2012) In: Journal of Business & Economic Statistics.
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2017Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting In: Journal of Applied Econometrics.
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